Data Products By Market: NYSE

NYSE Alerts

NYSE Alerts is a real-time data feed that provides real-time messages regarding certain conditions related to the trading of NYSE-traded securities. These alerts include Security Trading Status data such as Market Imbalances, Trading Halts/Delays, ITS Pre-Opening Indications, Trading Collars, Price Indications and Trading Circuit Breakers.

NYSE BBO

The Real-Time NYSE BBO feed provides NYSE Quotes (best bid/ask quotations) for all NYSE-traded securities.This is a top of book feed that publishes updates for every event in real time.

NYSE Bonds

NYSE Bonds market data consists of three feeds: 1) NYSE Bonds Depth of Book--live and executable bid and offers displayed on the full order book, 2) NYSE Bonds BBO--realtime top of book, and 3) NYSE Bonds Trades--realtime last sale prices and sizes.

NYSE Integrated Feed

The new NYSE Integrated Feed provides a comprehensive order-by-order view of events in the NYSE equities markets. This single high-performance product integrates orders and trades in sequence, providing a more deterministic and transparent view of the order book and related activity.

NYSE OpenBook

NYSE OpenBook provides a real-time view of the Exchange's limit-order book for all NYSE-traded securities. NYSE OpenBook lets traders see displayed limit-order volume at every bid and offer price, thus providing full depth-of-market view to the traders.

  • Additional Details
    • NYSE BBO

      The Real-Time NYSE BBO feed provides NYSE Quotes (best bid/ask quotations) for all NYSE-traded securities. This is a top of book feed that publishes updates for every event.

      NYSE OpenBook Aggregated

      NYSE OpenBook Aggregated lets traders see aggregate limit-order volume at every bid and offer price. It is a snapshot feed with update frequency per symbol of one second. NYSE OpenBook Aggregated provides a lower cost option for display applications.

      NYSE OpenBook Ultra

      NYSE Openbook Ultra is an event-based data feed that contains aggregate limit-order volume and individual event-by-event volume, action and price information for all bid and offer prices in all NYSE-traded securities. Benefits: Better Speed. With microsecond latency, NYSE OpenBook Ultra updates with every limit-order book event. Microsecond resolution and internal matching engine timestamps provide comprehensive latency visibility to customers. Faster Recovery. The “self-healing” format for NYSE Openbook Ultra provides updates for each change and the current state of the book, allowing you to recover quickly and easily from any missed messages.

      NYSE Order Imbalances

      This product is a real-time publication of buy and sell imbalances sent at specified intervals during auctions throughout the trading day for all NYSE listed securities. The NYSE Order Imbalances data feed improves the quality of opening and closing auctions. It provides a low cost option for participating in opening and closing auction for customers who do not wish to subscribe to depth or book or integrated feeds.

NYSE Order Imbalances

This product is a real-time publication of buy and sell imbalances sent at specified intervals during auctions throughout the trading day for all NYSE listed securities. The NYSE Order Imbalances data feed improves the quality of opening and closing auctions. It provides a low cost option for participating in opening and closing auction for customers who do not wish to subscribe to depth or book or integrated feeds.

NYSE Real-Time Reference Prices

NYSE Real-Time Reference Prices feed provides real-time last sale prices in NYSE-Traded Securities. This feed is designed for financial website portals so that there are no reporting requirements.

NYSE Trades

NYSE Trades feed is a real-time data feed providing the NYSE Last Sale for all NYSE-traded securities.

RussellTick ®

RussellTick is the real-time index feed for the Russell Index Family. RussellTick provides a direct source for the premium Russell US and global real-time indexes including the Russell 2000.

NYSE ReTrac ProTrac EOD

At approximately 8:00PM each day, a file will be made available that contains a summary of the ReTrac activity during the day for each stock and identifies the volume of retail buy and sell shares executed on the NYSE. At approximately 8:00PM each day, there is also a file made available that includes a summary of all program trading activity for each stock and identified the amount that was executed for all index arbitrage program trades from that of all non-index arbitrage program trading.

  • Additional Details
    • NYSE ProTrac EOD Replay

      A replay of the program trading datafeed.

      NYSE ProTrac EOD Summary

      A summary of all program trading activity for each stock identifying the total amount of shares that was executed for each stock through index arbitrage program trading vs. all other program trading strategies.

      NYSE ReTrac EOD Replay

      A replay of the retail trading datafeed.

      NYSE ReTrac EOD Summary

      A summary of all program trading activity for each stock identifying the total amount of shares that was executed for each stock through index arbitrage program trading vs. all other program trading strategies.

TAQ CTA Products

TAQ CTA products provide monthly, daily, intraday, and customizable access to trades and quotes for all issues listed on NYSE, Nasdaq (OTC), and Regional Exchanges.

TAQ NYSE Integrated Feed

TAQ NYSE Integrated Feed data is available on a historical/end-of-day basis in flat file format, which enables users to see the depth of book (with add, modify, delete orders), trades (with corrections and cancel/errors), order imbalance, stock summary and security status messages.

  • Additional Details
    • Stock Summary

      In a separate file, the Stock Summary Message per symbol includes msg type 223, sequence number, source time, high price, low price, open, close, and total volume.

      TAQ NYSE Integrated Feed

      Depth of book (with add, modify, delete orders), trades (with corrections and cancel/errors), order imbalance, and security status messages.

TAQ NYSE MKT Integrated Feed

TAQ NYSE MKT Integrated Feed data is available on a historical/end-of-day basis in flat file format, which enables users to see the depth of book (with add, modify, delete orders), trades (with corrections and cancel/errors), order imbalance, stock summary and security status messages.

  • Additional Details
    • Stock Summary

      In a separate file, the Stock Summary Message per symbol includes msg type 223, sequence number, source time, high price, low price, open, close, and total volume.

      TAQ NYSE MKT Integrated Feed

      Depth of book (with add, modify, delete orders), trades (with corrections and cancel/errors), order imbalance, and security status messages.

TAQ NYSE Products

TAQ NYSE products provide full visibility of transactions that occur on NYSE. Full order book and trades data is supplemented with offerings on volume, security status, order imbalances, and more.

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    • TAQ NYSE Alerts

      The TAQ NYSE Alerts file is available at approximately 6:00pm each trading day and reports all of the day’s status messages regarding halts, MOC/LOC imbalances and pre-opening indications for both NYSE listed and NYSE AlterNext listed stocks. The TAQ NYSE Alerts file is available in Text & Excel formats and can be delivered via email, FTP, or Downloaded from the website. Data available: 6/2003 - present

      TAQ NYSE OpenBook

      TAQ NYSE OpenBook data is available on a historical/end-of-day basis in flat file format, which enables users to recreate the limit order book for any given time.

      • Additional Details
        • TAQ NYSE OpenBook

          Daily files available via FTP containing all NYSE OpenBook and NYSE Liquidity Quote data for previous day's trading. OpenBook data is available as of 1/24/02.

          TAQ NYSE OpenBook Ultra

          Daily files available via FTP containing all NYSE OpenBook Ultra data for the previous day's trading.

      TAQ NYSE Order Imbalance

      TAQ NYSE Order Imbalance provides information from the NYSE Order Imbalance Data feed. The NYSE Imbalance Data feed publishes opening and closing imbalances automatically at specified intervals throughout the trading day for all NYSE listed securities, which greatly enhances market transparency and improves the quality of opening and closing auctions.

TAQ CTA Products

TAQ CTA products provide monthly, daily, intraday, and customizable access to trades and quotes for all issues listed on NYSE, Nasdaq (OTC), and Regional Exchanges.

TAQ NYSE Products

TAQ NYSE products provide full visibility of transactions that occur on NYSE. Full order book and trades data is supplemented with offerings on volume, security status, order imbalances, and more.

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    • TAQ NYSE Alerts

      The TAQ NYSE Alerts file is available at approximately 6:00pm each trading day and reports all of the day’s status messages regarding halts, MOC/LOC imbalances and pre-opening indications for both NYSE listed and NYSE AlterNext listed stocks. The TAQ NYSE Alerts file is available in Text & Excel formats and can be delivered via email, FTP, or Downloaded from the website. Data available: 6/2003 - present

      TAQ NYSE OpenBook

      TAQ NYSE OpenBook data is available on a historical/end-of-day basis in flat file format, which enables users to recreate the limit order book for any given time.

      • Additional Details
        • TAQ NYSE OpenBook

          Daily files available via FTP containing all NYSE OpenBook and NYSE Liquidity Quote data for previous day's trading. OpenBook data is available as of 1/24/02.

          TAQ NYSE OpenBook Ultra

          Daily files available via FTP containing all NYSE OpenBook Ultra data for the previous day's trading.

      TAQ NYSE Order Imbalance

      TAQ NYSE Order Imbalance provides information from the NYSE Order Imbalance Data feed. The NYSE Imbalance Data feed publishes opening and closing imbalances automatically at specified intervals throughout the trading day for all NYSE listed securities, which greatly enhances market transparency and improves the quality of opening and closing auctions.

Dimensional Indices

Dimensional Indices

NYSE & NYSE MKT Events Summary

The Events Summary provides a consolidated view of daily corporate events happening on the NYSE and NYSE MKT platforms on the current Trading Day.

NYSE & NYSE MKT Listings Notices

The Listings Notices contains full details about upcoming new listings and delistings on NYSE and NYSE MKT including Company Symbol, Name Description, type of listings and any additional notes. E-mails are sent daily and intra-day.

NYSE Alerts

NYSE Alerts is a real-time data feed that provides real-time messages regarding certain conditions related to the trading of NYSE-traded securities. These alerts include Security Trading Status data such as Market Imbalances, Trading Halts/Delays, ITS Pre-Opening Indications, Trading Collars, Price Indications and Trading Circuit Breakers.

NYSE Bloomberg Index Weightings

NYSE Bloomberg Index Weightings

NYSE Bond Master

Product Price

Direct Access Fee:$25

NYSE Bond Master contains daily end-of-the day data which includes a list of all NYSE Bonds and their attributes as of current day's trading.

NYSE Equity Index Premium Package

Daily reports that provide detailed daily index composition and weights, daily detailed composition changes, daily and historical index values and index periodic rebalance changes for NYSE Equity Indices. The NYSE wered Indices consist of a new platform to deliver the third-party branded indices calculated by the NYSE Global Index Group.

NYSE Fixed Income Index Premium Package

Daily reports that provide detailed daily index composition and weights, daily detailed composition changes, daily and historical index values and index periodic rebalance changes for NYSE Fixed Income Indices.

NYSE Floor Information

Product Price

Direct Access Fee:$100

NYSE Floor Information is a comprehensive dataset of NYSE Commission Billing, Clearing, Member Firms, and Floor Brokers. Daily files providing detailed floor information and locations of member's and member firms. A daily changes (Delta) file is also available for each product.

  • Additional Details
    • Member Firm Admin Info

      The NYSE Member Firm Admin Directory, provides the each member's firm mnemonic, clearing number, clearing alpha, and commission billing number. Daily file available at approximately 5:00 AM ET. The file is available in Text, Excel or Delta formats and can be delivered by email, FTP, or downloaded from our website (HTTP). Data available: 2/1/2004 - present

      Member Firm Clearing Info

      Complete listing of NYSE Clearing Firms, and the numbers and mnemonics by which they are recognized. Daily file available at approximately 5:00 AM ET. The file is available in Text, Excel or Delta formats and can be delivered by email, FTP, or downloaded from our website (HTTP). Data available: 2/1/2004 - present

      NYSE Broker Badge Directory

      The NYSE Broker Directory includes all NYSE Member's names, badge numbers, firm affiliation and booth location. Daily file available at approximately 5:00 AM ET. The file is available in Text, Excel or Delta formats and can be delivered by email, FTP, or downloaded from our website (HTTP). Data available: 2/1/2004 - present

      NYSE Brokerage Firm Directory

      The NYSE Brokerage Firm Directory provides all Member Firms who serve as brokers and their respective booth locations. Daily file available at approximately 5:00 AM ET. The file is available in Text, Excel or Delta formats and can be delivered by email, FTP, or downloaded from our website (HTTP). Data available: 2/1/2004 - present

NYSE Group Corporate Actions

The Corporate Actions package is comprised of several reports providing over 60 different corporate actions types for all equities listed on NYSE Group (NYSE, NYSE MKT and NYSE Arca market centers), including but not limited to cash dividends, stock dividends, distributions, splits, new listings(IPOs), suspensions and delisitngs.

  • Additional Details
    • NYSE Group Corporate Actions

      The NYSE Group Corporate Actions reports provide corporate actions that are created by the NYSE Group Corporate Actions & Market Watch team. The intraday reports are provided throughout the day in Text, Microsoft Excel, and XML formats and can be delivered by email, FTP, or downloaded from our website (HTTP). Additionally, start of day and end of day summary reports are available to clients that wish to receive a consolidated list of this information.

      NYSE Group Ex-Date Corporate Actions

      The NYSE Group Ex-Date Corporate Actions report distributes a complete listing of corporate actions (dividends, stock splits, spin-offs and so forth) where “ex-date” = T+2 (two trading days in advance). The file, created by the end of the day, is available in Text, Microsoft Excel and XML formats and can be delivered by email, FTP, or downloaded from our website (HTTP).

      NYSE Group InfoNotices

      InfoNotices about spin-offs and other new listings and corporate actions (mergers & acquisitions, name and symbol changes, tender offers, stock splits and so forth) are created by the NYSE Group Corporate Actions & Market Watch team. InfoNotices provide a window into the life of a corporate actions event and are distributed throughout the day in Text format and can be delivered by email, FTP, or downloaded from our website (HTTP).

      NYSE Group Proxy Meeting Notices

      Information about shareholder meetings and proxy rulings for NYSE Group listed companies is provided throughout the day in Text, Microsoft Excel, and XML formats and can be delivered by email, FTP, or downloaded from our website (HTTP). Additionally, start of day and end of day summary reports are available to clients that wish to receive a consolidated list of the shareholder meeting and proxy ruling information provided throughout the day.

      NYSE Group Ticker Notices

      TickerNotices are a summary of timely NYSE Group new listings (IPOs, spin-offs, structured product listings and so forth) and corporate actions information such as stock splits, redemptions, suspension, name and symbol changes . TickerNotices are distributed intraday in Text and Microsoft Excel formats and can be delivered by email, FTP, or downloaded from our website (HTTP). Start of day and end of day summary reports are available.

      NYSE Listing Applications

      Listing applications received by NYSE are delivered daily in Text, Microsoft Excel, and XML formats and can be delivered by email, FTP, or downloaded from our website (HTTP).

NYSE Group Index Weightings

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    • NYSE Equity Index Weightings

      Product Price

      Direct Access Fee: $750

      This product provides daily reports covering index composition and weights, which includes daily and historical index values for NYSE Equity indices.

      NYSE Fixed Income Index Weightings

      Product Price

      Access Fee: $250

      This product provides detailed daily reports covering index composition, which includes daily and historical index values for NYSE Fixed Income indices.

NYSE Index Compositions

NYSE Index Compositions

NYSE Index Legacy Temp

NYSE Index Legacy Temp

NYSE Indices Wells Fargo

NYSE Indices Wells Fargo

NYSE OpenBook

NYSE OpenBook provides a real-time view of the Exchange's limit-order book for all NYSE-traded securities. NYSE OpenBook lets traders see displayed limit-order volume at every bid and offer price, thus providing full depth-of-market view to the traders.

  • Additional Details
    • NYSE BBO

      The Real-Time NYSE BBO feed provides NYSE Quotes (best bid/ask quotations) for all NYSE-traded securities. This is a top of book feed that publishes updates for every event.

      NYSE OpenBook Aggregated

      NYSE OpenBook Aggregated lets traders see aggregate limit-order volume at every bid and offer price. It is a snapshot feed with update frequency per symbol of one second. NYSE OpenBook Aggregated provides a lower cost option for display applications.

      NYSE OpenBook Ultra

      NYSE Openbook Ultra is an event-based data feed that contains aggregate limit-order volume and individual event-by-event volume, action and price information for all bid and offer prices in all NYSE-traded securities. Benefits: Better Speed. With microsecond latency, NYSE OpenBook Ultra updates with every limit-order book event. Microsecond resolution and internal matching engine timestamps provide comprehensive latency visibility to customers. Faster Recovery. The “self-healing” format for NYSE Openbook Ultra provides updates for each change and the current state of the book, allowing you to recover quickly and easily from any missed messages.

      NYSE Order Imbalances

      This product is a real-time publication of buy and sell imbalances sent at specified intervals during auctions throughout the trading day for all NYSE listed securities. The NYSE Order Imbalances data feed improves the quality of opening and closing auctions. It provides a low cost option for participating in opening and closing auction for customers who do not wish to subscribe to depth or book or integrated feeds.

NYSE Order Imbalances

This product is a real-time publication of buy and sell imbalances sent at specified intervals during auctions throughout the trading day for all NYSE listed securities. The NYSE Order Imbalances data feed improves the quality of opening and closing auctions. It provides a low cost option for participating in opening and closing auction for customers who do not wish to subscribe to depth or book or integrated feeds.

NYSE Powered Index Levels

Daily reports that provide detailed index daily and historical index values for NYSE Powered indices.

NYSE Powered Index Premium Package

Daily reports that provide detailed daily index composition and weights, daily detailed composition changes, daily and historical index values and index periodic rebalance changes for NYSE Powered Indices. The NYSE Powered Indices consist of a new platform to deliver the third-party branded indices calculated by the NYSE Global Index Group.

NYSE Powered Index Weightings

Daily reports that provide detailed daily index composition and weights, including daily and historical index values for NYSE Powered indices.

Shadow UAT

Shadow UAT

TAQ CTA Products

TAQ CTA products provide monthly, daily, intraday, and customizable access to trades and quotes for all issues listed on NYSE, Nasdaq (OTC), and Regional Exchanges.

TAQ NYSE Products

TAQ NYSE products provide full visibility of transactions that occur on NYSE. Full order book and trades data is supplemented with offerings on volume, security status, order imbalances, and more.

  • Show Products
    • TAQ NYSE Alerts

      The TAQ NYSE Alerts file is available at approximately 6:00pm each trading day and reports all of the day’s status messages regarding halts, MOC/LOC imbalances and pre-opening indications for both NYSE listed and NYSE AlterNext listed stocks. The TAQ NYSE Alerts file is available in Text & Excel formats and can be delivered via email, FTP, or Downloaded from the website. Data available: 6/2003 - present

      TAQ NYSE OpenBook

      TAQ NYSE OpenBook data is available on a historical/end-of-day basis in flat file format, which enables users to recreate the limit order book for any given time.

      • Additional Details
        • TAQ NYSE OpenBook

          Daily files available via FTP containing all NYSE OpenBook and NYSE Liquidity Quote data for previous day's trading. OpenBook data is available as of 1/24/02.

          TAQ NYSE OpenBook Ultra

          Daily files available via FTP containing all NYSE OpenBook Ultra data for the previous day's trading.

      TAQ NYSE Order Imbalance

      TAQ NYSE Order Imbalance provides information from the NYSE Order Imbalance Data feed. The NYSE Imbalance Data feed publishes opening and closing imbalances automatically at specified intervals throughout the trading day for all NYSE listed securities, which greatly enhances market transparency and improves the quality of opening and closing auctions.